Unveiling Market Connectedness: Dynamic Returns Spillovers in Asian Emerging Stock Markets

Unveiling Market Connectedness: Dynamic Returns Spillovers in Asian Emerging Stock Markets

This study investigates the returns spillovers across the equity markets of Asian emerging economies (China, India, Indonesia, Malaysia, Pakistan, Philippines, South Korea, Taiwan, and Thailand). To achieve this objective, we used two different spillover methodologies (DY 2012 and BK 2018). Moreover...

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Bibliographic Details
Main Authors: Maaz Khan, Mrestyal Khan, Umar Nawaz Kayani, Khurrum Shahzad Mughal, Roohi Mumtaz
Format: Article
Language:English
Published: MDPI AG 2023-09-01
Series:International Journal of Financial Studies
Subjects:
returns spillovers
Asian stock market
emerging markets
market spillover
Online Access:https://www.mdpi.com/2227-7072/11/3/112

Internet

https://www.mdpi.com/2227-7072/11/3/112

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